Showing 1 - 10 of 14
DMS/2 (Decisional Models Solution, version 2) is a computer package for solution of nonlinear econometric models. This technical report describes the new features that improve over the DMS-package.
Persistent link: https://www.econbiz.de/10008642669
This paper describes the application of a reordering algorithm to the equations of econometric models. The algorithm was proposed in 1970 by Van der Giessen and is here applied to the equation format required by the program for stochastic simulation developed at the IBM Scientific Center in Pisa.
Persistent link: https://www.econbiz.de/10008680303
This report describes the content and the format of five magnetic tapes in which the large volume of data on foreign trade by commodities distributed by O.E.C.D. has been condensed at the IBM Scientific Center of Pisa.
Persistent link: https://www.econbiz.de/10008680310
Some results os stochastic simulation of a small Italian macroeconometric model are presented.
Persistent link: https://www.econbiz.de/10008854391
This manual describes the input requirements and the installation procedures of the program for stochastic simulation of econometric models, announced in Econometrica, volume 46, number 1, (January 1978). This program is available on magnetic tape, including samples (Klein-I and Klein-Goldberger...
Persistent link: https://www.econbiz.de/10008560072
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can be applied to nonlinear macroeconometric models, thus extending methods available in the literature for linear models.
Persistent link: https://www.econbiz.de/10008560084
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes the first results produced by the research team.
Persistent link: https://www.econbiz.de/10008532165
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.
Persistent link: https://www.econbiz.de/10008490478
It is known that a program loaded into the User Program Area can load, via SVC 202, only programs to be allocated in the Transient Program Area and not programs to be allocated in the same User Program Area. To allow any program to use also this second type function, a procedure is proposed in...
Persistent link: https://www.econbiz.de/10008490484
The main purpose of this data base is to offer the researcher a supply of information which can be analyzed, revised and updated in a repetitive way. This can be accomplished by an interactive approach. It is possible to use data from the central file (official data) and from a private single...
Persistent link: https://www.econbiz.de/10008587828